What, no animated nightmare skeleton? A nightmare skeleton is a great mount... it can still fly! Same with skeletal rasts (my gnome mage's mount) and skeletal ravids as well. (skeletons of creatures with a magical flight ability can still fly).
Aesthetically, I'm partial to griffins, too. But that habit of eating horses makes them awkward in cities and agricultural areas. For a good balance of convenience, speed, maneuverability, intelligence, impressing the locals, and carrying capacity, you can't beat the good old-fashioned winged horse. (<pedantry>Pegasus was an individual, not a species.</pedantry>)